-86.8%
MSTU vs BAM
+14.6%
-101.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.4% | -5.2% | -2.0% |
| 7D | +16.1% | -1.6% | +17.7% | +20.8% |
| 30D | +68.7% | -6.0% | +74.6% | +91.0% |
| 3M | -11.0% | +7.3% | -18.3% | -23.1% |
| 6M | -33.4% | +8.2% | -41.6% | -41.1% |
| YTD | -59.5% | -3.8% | -55.7% | -54.8% |
| 1Y | -93.4% | -10.7% | -82.6% | -91.3% |
| All | -86.8% | +14.6% | -101.4% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling